change both legend titles in a ggplot with two legends

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Here is an example using the iris dataset:

data(iris)
ggplot(iris, aes(x=Sepal.Length, y=Sepal.Width)) +
    geom_point(aes(shape=Species, colour=Petal.Width)) + 
    scale_colour_gradient() +
    labs(shape="Species label", colour="Petal width label")

You specify the labels using labs(), with each scale separately specified, i.e. labs(shape="Species label", colour="Petal width label").

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